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| MRCI's ScenarioSM Summary |
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| ScenarioSM Summary Aug 31, 2018 |
| Historical Data |
Scenario Data |
Current Market Data |
Mkt |
Cond |
Month |
Prev
Close |
Month
High |
Month
Low |
Month
Close |
Pct
Range |
Total
Years |
Cond
Years |
Action
Years |
Pct |
Scenario
Objective |
Average
Objective |
Last
Price |
| #NDX |
Higher |
Aug |
678.40 |
1137.50 |
667.75 |
1100.95 |
92% |
32 |
19 |
17 |
89% |
1137.50 |
1230.65 |
1100.95 |
| USZ8 |
Higher |
Aug |
142~070 |
145~060 |
141~030 |
144~070 |
76% |
40 |
26 |
23 |
88% |
145~060 |
151~074 |
144~070 |
| TYZ8 |
Higher |
Aug |
119~070 |
120~200 |
118~275 |
120~085 |
80% |
36 |
26 |
24 |
92% |
120~200 |
123~311 |
120~085 |
| EDZ8 |
Higher |
Aug |
97.320 |
97.420 |
97.305 |
97.385 |
70% |
36 |
27 |
26 |
96% |
97.420 |
97.882 |
97.385 |
| EDH9 |
Higher |
Aug |
97.170 |
97.285 |
97.155 |
97.240 |
65% |
36 |
26 |
25 |
96% |
97.285 |
97.775 |
97.240 |
| PAZ8 |
Higher |
Aug |
928.60 |
971.80 |
816.00 |
969.90 |
99% |
41 |
15 |
13 |
87% |
971.80 |
1068.57 |
969.90 |
| HOZ8 |
Higher |
Aug |
215.34 |
226.80 |
208.57 |
224.75 |
89% |
39 |
22 |
20 |
91% |
226.80 |
246.62 |
224.75 |
| HOF9 |
Higher |
Aug |
215.74 |
226.89 |
208.98 |
224.95 |
89% |
39 |
22 |
20 |
91% |
226.89 |
245.63 |
224.95 |
| HOG9 |
Higher |
Aug |
215.54 |
226.37 |
208.81 |
224.47 |
89% |
39 |
22 |
20 |
91% |
226.37 |
244.80 |
224.47 |
| RBZ8 |
Higher |
Aug |
191.89 |
198.41 |
182.23 |
196.34 |
87% |
33 |
18 |
16 |
89% |
198.41 |
217.16 |
196.34 |
| RBF9 |
Higher |
Aug |
191.41 |
198.01 |
182.06 |
196.05 |
88% |
33 |
17 |
15 |
88% |
198.01 |
214.28 |
196.05 |
| RBG9 |
Higher |
Aug |
191.80 |
198.58 |
182.66 |
196.73 |
88% |
33 |
17 |
15 |
88% |
198.58 |
213.82 |
196.73 |
- NASDAQ 100 Index
- The #NDX(Mkt) ended Higher(Cond) for
August(Month). Compared to July's 678.40(Prev Close), the market ended August at 1100.95(Month Close),
that being 92%(Pct Range) off of
667.75(Month Low) to 1137.50(Month High).
In comparing the July/August closes for each of the last 32 years(Total Years), Scenario found that the NASDAQ 100 Index also closed
higher in August than July in 19(Cond Years) of those years.
Of those 19, the #NDX went on to exceed the August high within the next 2 months in 17 years(Action Years) or 89%(Pct) of the time.
Therefore, the historical odds are high that the the #NDX should exceed 1137.50(Scenario Objective) by no later than the end of October.
If it does so, Scenario would further project (based on
normalizing those previous 17 years) a potential move
toward 1230.65(Average Objective).
- December 30-Year T-Bonds(CBOT)
- The USZ8(Mkt) ended Higher(Cond) for
August(Month). Compared to July's 142~070(Prev Close), the market ended August at 144~070(Month Close),
that being 76%(Pct Range) off of
141~030(Month Low) to 145~060(Month High).
In comparing the July/August closes for each of the last 40 years(Total Years), Scenario found that the December 30-Year T-Bonds(CBOT) also closed
higher in August than July in 26(Cond Years) of those years.
Of those 26, USZ went on to exceed the August high within the next 2 months in 23 years(Action Years) or 88%(Pct) of the time.
Therefore, the historical odds are high that the USZ should exceed 145~060(Scenario Objective) by no later than the end of October.
If it does so, Scenario would further project (based on
normalizing those previous 23 years) a potential move
toward 151~074(Average Objective).
- December 10-Year T-Notes(CBOT)
- The TYZ8(Mkt) ended Higher(Cond) for
August(Month). Compared to July's 119~070(Prev Close), the market ended August at 120~085(Month Close),
that being 80%(Pct Range) off of
118~275(Month Low) to 120~200(Month High).
In comparing the July/August closes for each of the last 36 years(Total Years), Scenario found that the December 10-Year T-Notes(CBOT) also closed
higher in August than July in 26(Cond Years) of those years.
Of those 26, TYZ went on to exceed the August high within the next 2 months in 24 years(Action Years) or 92%(Pct) of the time.
Therefore, the historical odds are high that the TYZ should exceed 120~200(Scenario Objective) by no later than the end of October.
If it does so, Scenario would further project (based on
normalizing those previous 24 years) a potential move
toward 123~311(Average Objective).
- December Eurodollars(CME)
- The EDZ8(Mkt) ended Higher(Cond) for
August(Month). Compared to July's 97.320(Prev Close), the market ended August at 97.385(Month Close),
that being 70%(Pct Range) off of
97.305(Month Low) to 97.420(Month High).
In comparing the July/August closes for each of the last 36 years(Total Years), Scenario found that the December Eurodollars(CME) also closed
higher in August than July in 27(Cond Years) of those years.
Of those 27, EDZ went on to exceed the August high within the next 2 months in 26 years(Action Years) or 96%(Pct) of the time.
Therefore, the historical odds are high that the EDZ should exceed 97.420(Scenario Objective) by no later than the end of October.
If it does so, Scenario would further project (based on
normalizing those previous 26 years) a potential move
toward 97.882(Average Objective).
- March Eurodollars(CME)
- The EDH9(Mkt) ended Higher(Cond) for
August(Month). Compared to July's 97.170(Prev Close), the market ended August at 97.240(Month Close),
that being 65%(Pct Range) off of
97.155(Month Low) to 97.285(Month High).
In comparing the July/August closes for each of the last 36 years(Total Years), Scenario found that the March Eurodollars(CME) also closed
higher in August than July in 26(Cond Years) of those years.
Of those 26, EDH went on to exceed the August high within the next 2 months in 25 years(Action Years) or 96%(Pct) of the time.
Therefore, the historical odds are high that the EDH should exceed 97.285(Scenario Objective) by no later than the end of October.
If it does so, Scenario would further project (based on
normalizing those previous 25 years) a potential move
toward 97.775(Average Objective).
- December Palladium(NYMEX)
- The PAZ8(Mkt) ended Higher(Cond) for
August(Month). Compared to July's 928.60(Prev Close), the market ended August at 969.90(Month Close),
that being 99%(Pct Range) off of
816.00(Month Low) to 971.80(Month High).
In comparing the July/August closes for each of the last 41 years(Total Years), Scenario found that the December Palladium(NYMEX) also closed
higher in August than July in 15(Cond Years) of those years.
Of those 15, PAZ went on to exceed the August high within the next 2 months in 13 years(Action Years) or 87%(Pct) of the time.
Therefore, the historical odds are high that the PAZ should exceed 971.80(Scenario Objective) by no later than the end of October.
If it does so, Scenario would further project (based on
normalizing those previous 13 years) a potential move
toward 1068.57(Average Objective).
- December NY Harbor ULSD(NYM)
- The HOZ8(Mkt) ended Higher(Cond) for
August(Month). Compared to July's 215.34(Prev Close), the market ended August at 224.75(Month Close),
that being 89%(Pct Range) off of
208.57(Month Low) to 226.80(Month High).
In comparing the July/August closes for each of the last 39 years(Total Years), Scenario found that the December NY Harbor ULSD(NYM) also closed
higher in August than July in 22(Cond Years) of those years.
Of those 22, HOZ went on to exceed the August high within the next 2 months in 20 years(Action Years) or 91%(Pct) of the time.
Therefore, the historical odds are high that the HOZ should exceed 226.80(Scenario Objective) by no later than the end of October.
If it does so, Scenario would further project (based on
normalizing those previous 20 years) a potential move
toward 246.62(Average Objective).
- January NY Harbor ULSD(NYM)
- The HOF9(Mkt) ended Higher(Cond) for
August(Month). Compared to July's 215.74(Prev Close), the market ended August at 224.95(Month Close),
that being 89%(Pct Range) off of
208.98(Month Low) to 226.89(Month High).
In comparing the July/August closes for each of the last 39 years(Total Years), Scenario found that the January NY Harbor ULSD(NYM) also closed
higher in August than July in 22(Cond Years) of those years.
Of those 22, HOF went on to exceed the August high within the next 2 months in 20 years(Action Years) or 91%(Pct) of the time.
Therefore, the historical odds are high that the HOF should exceed 226.89(Scenario Objective) by no later than the end of October.
If it does so, Scenario would further project (based on
normalizing those previous 20 years) a potential move
toward 245.63(Average Objective).
- February NY Harbor ULSD(NYM)
- The HOG9(Mkt) ended Higher(Cond) for
August(Month). Compared to July's 215.54(Prev Close), the market ended August at 224.47(Month Close),
that being 89%(Pct Range) off of
208.81(Month Low) to 226.37(Month High).
In comparing the July/August closes for each of the last 39 years(Total Years), Scenario found that the February NY Harbor ULSD(NYM) also closed
higher in August than July in 22(Cond Years) of those years.
Of those 22, HOG went on to exceed the August high within the next 2 months in 20 years(Action Years) or 91%(Pct) of the time.
Therefore, the historical odds are high that the HOG should exceed 226.37(Scenario Objective) by no later than the end of October.
If it does so, Scenario would further project (based on
normalizing those previous 20 years) a potential move
toward 244.80(Average Objective).
- December RBOB Gasoline(NYM)
- The RBZ8(Mkt) ended Higher(Cond) for
August(Month). Compared to July's 191.89(Prev Close), the market ended August at 196.34(Month Close),
that being 87%(Pct Range) off of
182.23(Month Low) to 198.41(Month High).
In comparing the July/August closes for each of the last 33 years(Total Years), Scenario found that the December RBOB Gasoline(NYM) also closed
higher in August than July in 18(Cond Years) of those years.
Of those 18, RBZ went on to exceed the August high within the next 2 months in 16 years(Action Years) or 89%(Pct) of the time.
Therefore, the historical odds are high that the RBZ should exceed 198.41(Scenario Objective) by no later than the end of October.
If it does so, Scenario would further project (based on
normalizing those previous 16 years) a potential move
toward 217.16(Average Objective).
- January RBOB Gasoline(NYM)
- The RBF9(Mkt) ended Higher(Cond) for
August(Month). Compared to July's 191.41(Prev Close), the market ended August at 196.05(Month Close),
that being 88%(Pct Range) off of
182.06(Month Low) to 198.01(Month High).
In comparing the July/August closes for each of the last 33 years(Total Years), Scenario found that the January RBOB Gasoline(NYM) also closed
higher in August than July in 17(Cond Years) of those years.
Of those 17, RBF went on to exceed the August high within the next 2 months in 15 years(Action Years) or 88%(Pct) of the time.
Therefore, the historical odds are high that the RBF should exceed 198.01(Scenario Objective) by no later than the end of October.
If it does so, Scenario would further project (based on
normalizing those previous 15 years) a potential move
toward 214.28(Average Objective).
- February RBOB Gasoline(NYM)
- The RBG9(Mkt) ended Higher(Cond) for
August(Month). Compared to July's 191.80(Prev Close), the market ended August at 196.73(Month Close),
that being 88%(Pct Range) off of
182.66(Month Low) to 198.58(Month High).
In comparing the July/August closes for each of the last 33 years(Total Years), Scenario found that the February RBOB Gasoline(NYM) also closed
higher in August than July in 17(Cond Years) of those years.
Of those 17, RBG went on to exceed the August high within the next 2 months in 15 years(Action Years) or 88%(Pct) of the time.
Therefore, the historical odds are high that the RBG should exceed 198.58(Scenario Objective) by no later than the end of October.
If it does so, Scenario would further project (based on
normalizing those previous 15 years) a potential move
toward 213.82(Average Objective).
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